Anic Equity¶

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Total return since start: 0.736 %¶

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Equity now: -----------------------------> 53030.66 Kr¶

Max Equity ever reached: ------------> 53066.34 Kr¶

Portfolio value: --------------------------> 33193.02 Kr¶

PnL: ---------------------------------------> -56.15 Kr¶

DD now: ---------------------------------> -0.067 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 15:22:26.072970'

Anic Portfolio¶

Today¶

Return: -0.067 %¶

This Week¶

Return: -0.067 %¶

Total¶

Return: 73.609 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Investor A 16 -0.270000 3537.600000 1.600000 0.050000 3536.000000
Latour B 2 0.720000 449.000000 0.600000 0.130000 448.400000
NCC B 7 1.140000 652.050000 0.350000 0.050000 651.700000
Fortnox 10 -0.450000 665.800000 0.200000 0.030000 665.600000
Embracer Group B 26 1.890000 659.750000 0.130000 0.020000 659.620000
Sampo Oyj SDB 1 0.200000 504.000000 0.000000 0.000000 504.000000
New Wave B 20 1.560000 3906.000000 0.000000 0.000000 3906.000000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Indutrade 5 0.610000 1317.000000 0.000000 0.000000 1317.000000
Lime Technologies 2 6.670000 592.000000 0.000000 0.000000 592.000000
Sdiptech B 3 1.940000 820.200000 0.000000 0.000000 820.200000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Vitrolife 3 -0.530000 675.000000 0.000000 0.000000 675.000000
Wästbygg Gruppen B 80 3.770000 2864.000000 0.000000 0.000000 2864.000000
Biotage 4 -0.130000 600.800000 0.000000 0.000000 600.800000
NCC A 6 0.610000 597.600000 0.000000 0.000000 597.600000
BHG Group 49 -2.990000 637.000000 -0.490000 -0.080000 637.490000
Addtech B 3 1.840000 697.800000 -0.600000 -0.090000 698.400000
Creades A 7 0.930000 607.950000 -0.700000 -0.120000 608.650000
Volati 5 1.780000 572.000000 -1.000000 -0.170000 573.000000
Lundin Gold 7 0.730000 970.200000 -1.400000 -0.140000 971.600000
Xvivo Perfusion 3 -0.710000 841.500000 -1.500000 -0.180000 843.000000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
BONESUPPORT HOLDING 10 1.080000 1219.000000 -2.000000 -0.160000 1221.000000
Humana 40 0.600000 668.000000 -4.000000 -0.600000 672.000000
SynAct Pharma 9 1.140000 638.100000 -4.500000 -0.700000 642.600000
Ambea 68 2.200000 2525.520000 -5.440000 -0.210000 2530.960000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
TOTAL 33196.620000 -52.550000 -0.06045% 33249.170000

Updated:¶

'2023-06-07 15:21:24.562743'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶